st: Re: RE: Too small standard errors with QREG?

Thanks verymuch for these links. I'll send a post to tech support and share
with the list when I get a response.
Take care,
J
----- Original Message -----
From: "Scott Merryman" <smerryman@kc.rr.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, March 10, 2005 11:42 AM
Subject: st: RE: Too small standard errors with QREG?

Hi,
I've estimated a quantile regression (QREG) which requires an iterative
process to minimize the sum of the absolute residuals. Something strange
happens with my results: the standard errors are extremly small (note
that
the CI are points rather than ranges...). Does anyone have any thoughts
about why this might be happening? My model does have in it many
variables
(lots of interaction terms) but I don't hink that should be a problem
given
the large sample size.